+48.6%
HAS vs PTC
+55.9%
-7.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | +31.0% | +0.8% | +30.3% | +30.8% |
| 3M | +30.7% | +32.1% | -1.4% | +20.5% |
| 6M | +23.9% | +42.6% | -18.7% | +10.7% |
| YTD | +48.3% | +12.0% | +36.3% | +42.9% |
| 1Y | +60.2% | +12.2% | +48.1% | +54.3% |
| 3Y | +189.2% | +31.2% | +158.0% | +154.6% |
| All | +48.6% | +55.9% | -7.4% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling